Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,791.25 |
1,791.50 |
0.25 |
0.0% |
1,763.00 |
High |
1,806.50 |
1,806.75 |
0.25 |
0.0% |
1,801.75 |
Low |
1,786.00 |
1,777.75 |
-8.25 |
-0.5% |
1,722.25 |
Close |
1,791.50 |
1,780.25 |
-11.25 |
-0.6% |
1,759.25 |
Range |
20.50 |
29.00 |
8.50 |
41.5% |
79.50 |
ATR |
30.26 |
30.17 |
-0.09 |
-0.3% |
0.00 |
Volume |
268,854 |
246,295 |
-22,559 |
-8.4% |
877,655 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,875.25 |
1,856.75 |
1,796.25 |
|
R3 |
1,846.25 |
1,827.75 |
1,788.25 |
|
R2 |
1,817.25 |
1,817.25 |
1,785.50 |
|
R1 |
1,798.75 |
1,798.75 |
1,783.00 |
1,793.50 |
PP |
1,788.25 |
1,788.25 |
1,788.25 |
1,785.50 |
S1 |
1,769.75 |
1,769.75 |
1,777.50 |
1,764.50 |
S2 |
1,759.25 |
1,759.25 |
1,775.00 |
|
S3 |
1,730.25 |
1,740.75 |
1,772.25 |
|
S4 |
1,701.25 |
1,711.75 |
1,764.25 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.50 |
1,959.00 |
1,803.00 |
|
R3 |
1,920.00 |
1,879.50 |
1,781.00 |
|
R2 |
1,840.50 |
1,840.50 |
1,773.75 |
|
R1 |
1,800.00 |
1,800.00 |
1,766.50 |
1,780.50 |
PP |
1,761.00 |
1,761.00 |
1,761.00 |
1,751.50 |
S1 |
1,720.50 |
1,720.50 |
1,752.00 |
1,701.00 |
S2 |
1,681.50 |
1,681.50 |
1,744.75 |
|
S3 |
1,602.00 |
1,641.00 |
1,737.50 |
|
S4 |
1,522.50 |
1,561.50 |
1,715.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,806.75 |
1,722.25 |
84.50 |
4.7% |
34.75 |
1.9% |
69% |
True |
False |
250,214 |
10 |
1,806.75 |
1,722.25 |
84.50 |
4.7% |
30.50 |
1.7% |
69% |
True |
False |
257,140 |
20 |
1,813.75 |
1,671.50 |
142.25 |
8.0% |
29.25 |
1.6% |
76% |
False |
False |
270,564 |
40 |
1,813.75 |
1,650.25 |
163.50 |
9.2% |
29.75 |
1.7% |
80% |
False |
False |
296,313 |
60 |
1,813.75 |
1,649.75 |
164.00 |
9.2% |
29.25 |
1.6% |
80% |
False |
False |
294,660 |
80 |
1,813.75 |
1,559.25 |
254.50 |
14.3% |
30.00 |
1.7% |
87% |
False |
False |
221,377 |
100 |
1,813.75 |
1,465.25 |
348.50 |
19.6% |
29.50 |
1.7% |
90% |
False |
False |
177,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,930.00 |
2.618 |
1,882.75 |
1.618 |
1,853.75 |
1.000 |
1,835.75 |
0.618 |
1,824.75 |
HIGH |
1,806.75 |
0.618 |
1,795.75 |
0.500 |
1,792.25 |
0.382 |
1,788.75 |
LOW |
1,777.75 |
0.618 |
1,759.75 |
1.000 |
1,748.75 |
1.618 |
1,730.75 |
2.618 |
1,701.75 |
4.250 |
1,654.50 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,792.25 |
1,786.00 |
PP |
1,788.25 |
1,784.00 |
S1 |
1,784.25 |
1,782.00 |
|